This seminar enables professional investors with practical tools to recognize, isolate and manage causal risk factors in a portfolio.

This seminar enables professional investors with practical tools to recognize, isolate and manage causal risk factors in a portfolio.

INTRODUCTION

Asset Allocation History – overview of asset allocation and risk management techniques.

A CRITICAL APPRAISAL OF TRADITIONAL RISK MANAGEMENT

• Limitations of volatility-based risk measures
• Consequences of correlation-based market analysis
• VaR – Lessons learned
• Market Timing & Tactical Asset Allocation

Mag. Dr. Markus Schuller, MBA, MScFE

Markus Schuller is the founder and managing partner of Panthera Solutions Sarl. He also serves as an adjunct professor and teaches such courses as “Risk Management & Applied Behavioral Finance,” “Investment Banking,” and “Asset Allocation & Applied Behavioral Finance” for the master in finance programs of the EDHEC Business School, IE Business School, and the International University of Monaco. Dr. Schuller has published articles in top academic journals and professional journals and holds keynotes at international investment conferences. He has 20 years of experience trading, structuring, and managing standard and alternative investment products. Prior to founding Panthera Solutions, Dr. Schuller worked in executive roles for a long/short equity hedge fund for which he developed the trading algorithm. He started his career as an equity trader, derivative trader, and macro analyst for various banks. Dr. Schuller earned an MBA and the MScFE designation.